I do too...most of my life , it has nothing to do with border crossings, sorry if I haven't explained myself ok ..it's about changing trains...I cannot travel in an Eurostar, a regional and a short distance train with the same ticket, I need one ticket for each train...if you can do it, tell me , please , it makes travelling a lot easier !!!

Well, I can go to the ticket window here in Zürich and ask for a ticket from Zürich to let's say Trieste (I assume you are in Italy) which requires several changes. What I will get, in the end, is;
a) a ticket form Zürich to Trieste (let's say an IC to Milan, then an Eurostar to Venice, then an InterRegio from there) and
b) a supplement "ticket" for the Eurostar, including the seat reservation (carriage and seat number).
Two pieces of paper. Of which one is the actual ticket.
If this is what you mean, please accept my apologies.

Don't worry , English is not my first language and I know sometimes I lack of some words to explain myself. Yes, that was what I meant. I am Spanish, here train company loves burocracy and papers...I mean, if I want to go from Castellon (where I live) to Paris...they give me 2 tickets..one for the Castellon-Barcelona Euromed and the second for the Barcelona-Paris Talgo. Two pieces of paper..if there are more changes involved..more paper :) That's why I don't like to do trips involving many changes by train, not even inside Spain. But I had to do it since I was a child, and remember my mom trying not to make a mess of the papers :)

>I am Spanish, here train company loves burocracy and papers...I mean, if I want to go from Castellon (where I live) to Paris...they give me 2 tickets..one for the Castellon-Barcelona Euromed and the second for the Barcelona-Paris Talgo. Two pieces of paper..if there are more changes involved..more paper

OK, now I get it... fortunately most of the rest of Europe is a part of the TCV agreement (no idea what it stands for) where individual railways can't introduce such ideas even if they want.
Plus, it wouldn't work without reservation requirement - I know it exists in Spain, but here it would cause a major outrage. (If I want to go from Zürich to Cologne half of the trains require one change, another half two... while there some which run directly... and it doesn't matter what connection I take - a ticket is valid for 2 months, on any train on the route.)

btw. I knew this system (two tickets for two legs) only from flying with a layover.

Sorry for misunderstanding - english isn't my first language either :-)

Great, good thing to know. These Renfe boys are a bit outdated...hahaha. :)